+21.5%
VZ vs CSGP
-62.1%
+83.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | +5.6% | +13.9% | -8.3% | +4.4% |
| 30D | +1.9% | +16.0% | -14.1% | +0.5% |
| 3M | +0.8% | +6.1% | -5.3% | +0.1% |
| 6M | +0.6% | -8.2% | +8.8% | +0.5% |
| YTD | +20.8% | -52.3% | +73.1% | +24.6% |
| 1Y | +23.9% | -54.5% | +78.4% | +28.2% |
| 3Y | +55.7% | -58.6% | +114.3% | +60.9% |
| 5Y | +21.5% | -61.5% | +83.0% | +28.5% |
| All | +21.5% | -62.1% | +83.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling